+246.4%
HPE vs APLD
+255.7%
-9.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.5% | -1.3% | +5.7% |
| 7D | -7.1% | +3.1% | -10.2% | -7.3% |
| 30D | -35.3% | -29.4% | -5.9% | -33.8% |
| 3M | -10.4% | -42.8% | +32.3% | -7.3% |
| 6M | +52.5% | -59.5% | +111.9% | +60.1% |
| YTD | +100.3% | -31.8% | +132.1% | +102.6% |
| 1Y | +106.4% | -46.0% | +152.4% | +110.4% |
| 3Y | +227.4% | +252.0% | -24.6% | +189.8% |
| All | +246.4% | +255.7% | -9.3% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling